Soc. Generale Call 95.8 GCP 20.12.2024
/ DE000SV457R0
Soc. Generale Call 95.8 GCP 20.12.../ DE000SV457R0 /
| 28/10/2024 18:49:45 |
Chg.-0.290 |
Bid21:22:19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.450EUR |
-2.98% |
-
Bid Size: - |
-
Ask Size: - |
GE AEROSPACE DL... |
95.80 - |
20/12/2024 |
Call |
Master data
| WKN: |
SV457R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GE AEROSPACE DL -,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.80 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/05/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
7.98:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.14 |
| Intrinsic value: |
9.10 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.27 |
| Parity: |
9.10 |
| Time value: |
0.22 |
| Break-even: |
170.18 |
| Moneyness: |
1.76 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
2.16 |
| Rho: |
0.10 |
Quote data
| Open: |
9.850 |
| High: |
9.850 |
| Low: |
9.390 |
| Previous Close: |
9.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.87% |
| 3 Months |
|
|
+19.32% |
| YTD |
|
|
+374.87% |
| 1 Year |
|
|
+638.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.350 |
9.450 |
| 6M High / 6M Low: |
11.350 |
7.310 |
| High (YTD): |
21/10/2024 |
11.350 |
| Low (YTD): |
03/01/2024 |
1.780 |
| 52W High: |
21/10/2024 |
11.350 |
| 52W Low: |
07/11/2023 |
1.280 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.228 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.10% |
| Volatility 6M: |
|
66.34% |
| Volatility 1Y: |
|
75.36% |
| Volatility 3Y: |
|
- |
